+297.1%
TD vs IOVA
+4.5%
+292.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.0% |
| 7D | -1.9% | -2.2% | +0.3% | -1.8% |
| 30D | -1.6% | +31.7% | -33.3% | -3.1% |
| 3M | +4.6% | +117.3% | -112.7% | -0.2% |
| 6M | +26.8% | +55.8% | -29.0% | +22.5% |
| YTD | +28.3% | +208.8% | -180.5% | +19.1% |
| 1Y | +60.4% | +255.7% | -195.2% | +47.0% |
| 3Y | +125.7% | +41.7% | +84.0% | +105.0% |
| 5Y | +122.4% | -64.9% | +187.3% | +111.1% |
| 10Y | +297.1% | +6.3% | +290.8% | +251.9% |
| All | +297.1% | +4.5% | +292.6% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling